if m(.) is a non-atomic measure on the Borel sigma-algebra B(I).(adsbygoogle = window.adsbygoogle || []).push({});

I is some fixed closed finite interval in R.

How to show that f satisfies the following:

m(S) = L(f(S)), S in B(I) where L is the Lebesgue measure and

f(x) = m( I intersect(-infinity,x] )

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# Measure theory question

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